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Impulsive optimal control with finite or infinite time horizon

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Abstract

We consider a dynamical system subjected to feedback optimal control in such a way that the evolution of the state exhibits both sudden jumps and continuous changes. Previously obtained necessary conditions (Ref. 1) for such impulsive optimal feedback controls are generalized to admit the case of infinite time horizon; this generalization permits application to a wider class of problems. The results are illustrated by application to a version of the innkeeper's problem.

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References

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Dedicated to G. Leitmann

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Blaquière, A. Impulsive optimal control with finite or infinite time horizon. J Optim Theory Appl 46, 431–439 (1985). https://doi.org/10.1007/BF00939148

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Key Words

  • State-variable discontinuities
  • minimum principle
  • optimal control
  • impulsive control
  • optimal maintenance